The following benchmark is of a 1122 ODEs with 24388 terms that describe a stiff chemical reaction network.

using ReactionNetworkImporters, OrdinaryDiffEq, DiffEqBiological,
      Sundials, Plots, DiffEqDevTools, ODEInterface, ODEInterfaceDiffEq,
      LSODA, TimerOutputs

gr()
prnbng = loadrxnetwork(BNGNetwork(), "BNGRepressilator",
                       joinpath(dirname(pathof(ReactionNetworkImporters)),"..","data","bcr","bcr.net"))

Parsing parameters...done
Adding parameters...done
Parsing species...done
Adding species...done
Parsing and adding reactions...done
Parsing groups...done

rn = deepcopy(prnbng.rn)
addodes!(rn; build_jac=false, build_symfuncs=false, build_paramjac=false)
tf = 100000.0
oprob = ODEProblem(rn, prnbng.u₀, (0.,tf), prnbng.p);

densejac_rn = deepcopy(prnbng.rn)
# zeroout_jac=true is needed to keep the generated expressions from being too big for the compiler
addodes!(densejac_rn; build_jac=true, zeroout_jac = true, sparse_jac = false, build_symfuncs=false, build_paramjac=false)
densejacprob = ODEProblem(densejac_rn, prnbng.u₀, (0.,tf), prnbng.p);

sparsejac_rn = deepcopy(prnbng.rn)
addodes!(sparsejac_rn; build_jac=true, sparse_jac = true, build_symfuncs=false, build_paramjac=false)
sparsejacprob = ODEProblem(sparsejac_rn, prnbng.u₀, (0.,tf), prnbng.p);

@show numspecies(rn) # Number of ODEs

numspecies(rn) = 1122

@show numreactions(rn) # Apprx. number of terms in the ODE

numreactions(rn) = 24388

@show numparams(rn) # Number of Parameters

numparams(rn) = 128
128

Time ODE derivative function compilation

As compiling the ODE derivative functions has in the past taken longer than running a simulation, we first force compilation by evaluating these functions one time.

const to = TimerOutput()
u₀ = prnbng.u₀
u = copy(u₀);
du = similar(u);
p = prnbng.p
@timeit to "ODERHS Eval1" rn.f(du,u,p,0.)
@timeit to "ODERHS Eval2" rn.f(du,u,p,0.)
sparsejac_rn.f(du,u,p,0.)

J = zeros(length(u),length(u))
@timeit to "DenseJac Eval1" densejac_rn.jac(J,u,p,0.)
@timeit to "DenseJac Eval2" densejac_rn.jac(J,u,p,0.)

Js = similar(sparsejac_rn.odefun.jac_prototype)
@timeit to "SparseJac Eval1" sparsejac_rn.jac(Js,u,p,0.)
@timeit to "SparseJac Eval2" sparsejac_rn.jac(Js,u,p,0.)
show(to)

──────────────────────────────────────────────────────────────────────────
                                   Time                   Allocations      
                           ──────────────────────   ───────────────────────
     Tot / % measured:           129s / 84.8%           17.2GiB / 80.2%    

 Section           ncalls     time   %tot     avg     alloc   %tot      avg
 ──────────────────────────────────────────────────────────────────────────
 DenseJac Eval1         1    53.8s  49.3%   53.8s   5.29GiB  38.3%  5.29GiB
 SparseJac Eval1        1    36.1s  33.1%   36.1s   5.23GiB  37.8%  5.23GiB
 ODERHS Eval1           1    19.3s  17.7%   19.3s   3.31GiB  23.9%  3.31GiB
 DenseJac Eval2         1    976μs  0.00%   976μs     32.0B  0.00%    32.0B
 ODERHS Eval2           1   95.0μs  0.00%  95.0μs     32.0B  0.00%    32.0B
 SparseJac Eval2        1   53.0μs  0.00%  53.0μs     32.0B  0.00%    32.0B
 ──────────────────────────────────────────────────────────────────────────

Picture of the solution

sol = solve(oprob, CVODE_BDF(), saveat=tf/1000., reltol=1e-5, abstol=1e-5)
plot(sol,legend=false, fmt=:png)

For these benchmarks we will be using the timeseries error with these saving points since the final time point is not well-indicative of the solution behavior (capturing the oscillation is the key!).

Generate Test Solution

@time sol = solve(oprob,CVODE_BDF(),abstol=1/10^12,reltol=1/10^12)

597.604241 seconds (5.56 M allocations: 2.227 GiB, 0.10% gc time)

test_sol = TestSolution(sol)

retcode: Success
Interpolation: 3rd order Hermite
t: nothing
u: nothing

Setups

abstols = 1.0 ./ 10.0 .^ (5:8)
reltols = 1.0 ./ 10.0 .^ (5:8);
setups = [
          #Dict(:alg=>Rosenbrock23(autodiff=false)),
          Dict(:alg=>TRBDF2(autodiff=false)),
          Dict(:alg=>CVODE_BDF()),
          #Dict(:alg=>rodas()),
          #Dict(:alg=>radau()),
          #Dict(:alg=>Rodas4(autodiff=false)),
          #Dict(:alg=>Rodas5(autodiff=false)),
          Dict(:alg=>KenCarp4(autodiff=false)),
          #Dict(:alg=>RadauIIA5(autodiff=false)),
          #Dict(:alg=>lsoda()),
          ]

3-element Array{Dict{Symbol,V} where V,1}:
 Dict(:alg => OrdinaryDiffEq.TRBDF2{0,false,DiffEqBase.DefaultLinSolve,Diff
EqBase.NLNewton{Rational{Int64},Rational{Int64},Rational{Int64}},DataType}(
DiffEqBase.DefaultLinSolve(nothing, nothing), DiffEqBase.NLNewton{Rational{
Int64},Rational{Int64},Rational{Int64}}(1//100, 10, 1//5, 1//5), Val{:forwa
rd}, true, :linear, :PI))  
 Dict(:alg => Sundials.CVODE_BDF{:Newton,:Dense,Nothing,Nothing}(0, 0, 0, 0
, false, 10, 5, 7, 3, 10, nothing, nothing, 0))                            
                                                                           
                                                                           
                           
 Dict(:alg => OrdinaryDiffEq.KenCarp4{0,false,DiffEqBase.DefaultLinSolve,Di
ffEqBase.NLNewton{Rational{Int64},Rational{Int64},Rational{Int64}},DataType
}(DiffEqBase.DefaultLinSolve(nothing, nothing), DiffEqBase.NLNewton{Rationa
l{Int64},Rational{Int64},Rational{Int64}}(1//100, 10, 1//5, 1//5), Val{:for
ward}, true, :linear, :PI))

Automatic Jacobian Solves

Due to the computational cost of the problem, we are only going to focus on the methods which demonstrated computational efficiency on the smaller biochemical benchmark problems. This excludes the exponential integrator, stabilized explicit, and extrapolation classes of methods.

First we test using auto-generated Jacobians (finite difference)

wp = WorkPrecisionSet(oprob,abstols,reltols,setups;error_estimate=:l2,
                      saveat=tf/10000.,appxsol=test_sol,maxiters=Int(1e5),numruns=1)
plot(wp)

Analytical Jacobian

Now we test using the generated analytic Jacobian function.

wp = WorkPrecisionSet(densejacprob,abstols,reltols,setups;error_estimate=:l2,
                      saveat=tf/10000.,appxsol=test_sol,maxiters=Int(1e5),numruns=1)
plot(wp)

Sparse Jacobian

Finally we test using the generated sparse analytic Jacobian function.

setups = [
          #Dict(:alg=>Rosenbrock23(autodiff=false)),
          Dict(:alg=>TRBDF2(autodiff=false)),
          #Dict(:alg=>CVODE_BDF()),
          #Dict(:alg=>rodas()),
          #Dict(:alg=>radau()),
          #Dict(:alg=>Rodas4(autodiff=false)),
          #Dict(:alg=>Rodas5(autodiff=false)),
          Dict(:alg=>KenCarp4(autodiff=false)),
          #Dict(:alg=>RadauIIA5(autodiff=false)),
          #Dict(:alg=>lsoda()),
          ]
wp = WorkPrecisionSet(sparsejacprob,abstols,reltols,setups;error_estimate=:l2,
                      saveat=tf/10000.,appxsol=test_sol,maxiters=Int(1e5),numruns=1)
plot(wp)

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